I've actually run into this problem. Before I knew to use IO.Path.Combine I would manually append paths together using "\", and one of the bug reports was that paths should use the yen sign.
To be precise, it is one of the path separators for Windows. The regular slash '/' also works when creating or looking up files with the low-level primitives in C programs.
But they are almost always displayed as backslashes, so the major point the article is making is correct.